int main(void)
{ LPX *lp;
int ia[1+1000], ja[1+1000];
double ar[1+1000], Z, x1, x2, x3;
s1: lp = lpx_create_prob();
s2: lpx_set_prob_name(lp, "sample");
s3: lpx_set_obj_dir(lp, LPX_MAX);
s4: lpx_add_rows(lp, 3);
s5: lpx_set_row_name(lp, 1, "p");
s6: lpx_set_row_bnds(lp, 1, LPX_UP, 0.0, 100.0);
s7: lpx_set_row_name(lp, 2, "q");
s8: lpx_set_row_bnds(lp, 2, LPX_UP, 0.0, 600.0);
s9: lpx_set_row_name(lp, 3, "r");
s10: lpx_set_row_bnds(lp, 3, LPX_UP, 0.0, 300.0);
s11: lpx_add_cols(lp, 3);
s12: lpx_set_col_name(lp, 1, "x1");
s13: lpx_set_col_bnds(lp, 1, LPX_LO, 0.0, 0.0);
s14: lpx_set_obj_coef(lp, 1, 10.0);
s15: lpx_set_col_name(lp, 2, "x2");
s16: lpx_set_col_bnds(lp, 2, LPX_LO, 0.0, 0.0);
s17: lpx_set_obj_coef(lp, 2, 6.0);
s18: lpx_set_col_name(lp, 3, "x3");
s19: lpx_set_col_bnds(lp, 3, LPX_LO, 0.0, 0.0);
s20: lpx_set_obj_coef(lp, 3, 4.0);
s21: ia[1] = 1, ja[1] = 1, ar[1] = 1.0; /* a[1,1] = 1 */
s22: ia[2] = 1, ja[2] = 2, ar[2] = 1.0; /* a[1,2] = 1 */
s23: ia[3] = 1, ja[3] = 3, ar[3] = 1.0; /* a[1,3] = 1 */
s24: ia[4] = 2, ja[4] = 1, ar[4] = 10.0; /* a[2,1] = 10 */
s25: ia[5] = 3, ja[5] = 1, ar[5] = 2.0; /* a[3,1] = 2 */
s26: ia[6] = 2, ja[6] = 2, ar[6] = 4.0; /* a[2,2] = 4 */
s27: ia[7] = 3, ja[7] = 2, ar[7] = 2.0; /* a[3,2] = 2 */
s28: ia[8] = 2, ja[8] = 3, ar[8] = 5.0; /* a[2,3] = 5 */
s29: ia[9] = 3, ja[9] = 3, ar[9] = 6.0; /* a[3,3] = 6 */
s30: lpx_load_matrix(lp, 9, ia, ja, ar);
s31: lpx_simplex(lp);
s32: Z = lpx_get_obj_val(lp);
s33: x1 = lpx_get_col_prim(lp, 1);
s34: x2 = lpx_get_col_prim(lp, 2);
s35: x3 = lpx_get_col_prim(lp, 3);
s36: printf("\nZ = %g; x1 = %g; x2 = %g; x3 = %g\n", Z, x1, x2, x3);
s37: lpx_delete_prob(lp);
return 0;
}
static void parse_constraints(struct dsa *dsa)
{ int i, len, type;
double s;
/* parse the keyword 'subject to' */
xassert(dsa->token == T_SUBJECT_TO);
scan_token(dsa);
loop: /* create new row (constraint) */
i = lpx_add_rows(dsa->lp, 1);
/* parse row name */
if (dsa->token == T_NAME && dsa->c == ':')
{ /* row name is followed by a colon */
if (lpx_find_row(dsa->lp, dsa->image) != 0)
fatal(dsa, "constraint `%s' multiply defined", dsa->image);
lpx_set_row_name(dsa->lp, i, dsa->image);
scan_token(dsa);
xassert(dsa->token == T_COLON);
scan_token(dsa);
}
else
{ /* row name is not specified; use default */
char name[50];
sprintf(name, "r.%d", dsa->count);
lpx_set_row_name(dsa->lp, i, name);
}
/* parse linear form */
len = parse_linear_form(dsa);
lpx_set_mat_row(dsa->lp, i, len, dsa->ind, dsa->val);
/* parse constraint sense */
if (dsa->token == T_LE)
type = LPX_UP, scan_token(dsa);
else if (dsa->token == T_GE)
type = LPX_LO, scan_token(dsa);
else if (dsa->token == T_EQ)
type = LPX_FX, scan_token(dsa);
else
fatal(dsa, "missing constraint sense");
/* parse right-hand side */
if (dsa->token == T_PLUS)
s = +1.0, scan_token(dsa);
else if (dsa->token == T_MINUS)
s = -1.0, scan_token(dsa);
else
s = +1.0;
if (dsa->token != T_NUMBER)
fatal(dsa, "missing right-hand side");
switch (type)
{ case LPX_LO:
lpx_set_row_bnds(dsa->lp, i, LPX_LO, s * dsa->value, 0.0);
break;
case LPX_UP:
lpx_set_row_bnds(dsa->lp, i, LPX_UP, 0.0, s * dsa->value);
break;
case LPX_FX:
lpx_set_row_bnds(dsa->lp, i, LPX_FX, s * dsa->value, 0.0);
break;
}
/* the rest of the current line must be empty */
if (!(dsa->c == '\n' || dsa->c == EOF))
fatal(dsa, "invalid symbol(s) beyond right-hand side");
scan_token(dsa);
/* if the next token is a sign, numeric constant, or a symbolic
name, here is another constraint */
if (dsa->token == T_PLUS || dsa->token == T_MINUS ||
dsa->token == T_NUMBER || dsa->token == T_NAME) goto loop;
return;
}
LPX *lpx_extract_prob(void *_mpl)
{ MPL *mpl = _mpl;
LPX *lp;
int m, n, i, j, t, kind, type, len, *ind;
double lb, ub, *val;
/* create problem instance */
lp = lpx_create_prob();
/* set problem name */
lpx_set_prob_name(lp, mpl_get_prob_name(mpl));
/* build rows (constraints) */
m = mpl_get_num_rows(mpl);
if (m > 0) lpx_add_rows(lp, m);
for (i = 1; i <= m; i++)
{ /* set row name */
lpx_set_row_name(lp, i, mpl_get_row_name(mpl, i));
/* set row bounds */
type = mpl_get_row_bnds(mpl, i, &lb, &ub);
switch (type)
{ case MPL_FR: type = LPX_FR; break;
case MPL_LO: type = LPX_LO; break;
case MPL_UP: type = LPX_UP; break;
case MPL_DB: type = LPX_DB; break;
case MPL_FX: type = LPX_FX; break;
default: insist(type != type);
}
if (type == LPX_DB && fabs(lb - ub) < 1e-9 * (1.0 + fabs(lb)))
{ type = LPX_FX;
if (fabs(lb) <= fabs(ub)) ub = lb; else lb = ub;
}
lpx_set_row_bnds(lp, i, type, lb, ub);
/* warn about non-zero constant term */
if (mpl_get_row_c0(mpl, i) != 0.0)
print("lpx_read_model: row %s; constant term %.12g ignored",
mpl_get_row_name(mpl, i), mpl_get_row_c0(mpl, i));
}
/* build columns (variables) */
n = mpl_get_num_cols(mpl);
if (n > 0) lpx_add_cols(lp, n);
for (j = 1; j <= n; j++)
{ /* set column name */
lpx_set_col_name(lp, j, mpl_get_col_name(mpl, j));
/* set column kind */
kind = mpl_get_col_kind(mpl, j);
switch (kind)
{ case MPL_NUM:
break;
case MPL_INT:
case MPL_BIN:
lpx_set_class(lp, LPX_MIP);
lpx_set_col_kind(lp, j, LPX_IV);
break;
default:
insist(kind != kind);
}
/* set column bounds */
type = mpl_get_col_bnds(mpl, j, &lb, &ub);
switch (type)
{ case MPL_FR: type = LPX_FR; break;
case MPL_LO: type = LPX_LO; break;
case MPL_UP: type = LPX_UP; break;
case MPL_DB: type = LPX_DB; break;
case MPL_FX: type = LPX_FX; break;
default: insist(type != type);
}
if (kind == MPL_BIN)
{ if (type == LPX_FR || type == LPX_UP || lb < 0.0) lb = 0.0;
if (type == LPX_FR || type == LPX_LO || ub > 1.0) ub = 1.0;
type = LPX_DB;
}
if (type == LPX_DB && fabs(lb - ub) < 1e-9 * (1.0 + fabs(lb)))
{ type = LPX_FX;
if (fabs(lb) <= fabs(ub)) ub = lb; else lb = ub;
}
lpx_set_col_bnds(lp, j, type, lb, ub);
}
/* load the constraint matrix */
ind = ucalloc(1+n, sizeof(int));
val = ucalloc(1+n, sizeof(double));
for (i = 1; i <= m; i++)
{ len = mpl_get_mat_row(mpl, i, ind, val);
lpx_set_mat_row(lp, i, len, ind, val);
}
/* build objective function (the first objective is used) */
for (i = 1; i <= m; i++)
{ kind = mpl_get_row_kind(mpl, i);
if (kind == MPL_MIN || kind == MPL_MAX)
{ /* set objective name */
lpx_set_obj_name(lp, mpl_get_row_name(mpl, i));
/* set optimization direction */
lpx_set_obj_dir(lp, kind == MPL_MIN ? LPX_MIN : LPX_MAX);
/* set constant term */
lpx_set_obj_coef(lp, 0, mpl_get_row_c0(mpl, i));
/* set objective coefficients */
len = mpl_get_mat_row(mpl, i, ind, val);
for (t = 1; t <= len; t++)
lpx_set_obj_coef(lp, ind[t], val[t]);
break;
}
}
/* free working arrays */
ufree(ind);
ufree(val);
/* bring the problem object to the calling program */
return lp;
}
